+84.6%
AMGN vs FE
+44.1%
+40.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +11.5% | +5.2% | +6.3% | +9.6% |
| 3M | +14.4% | 0.0% | +14.4% | +14.3% |
| 6M | +40.9% | +5.0% | +35.9% | +38.6% |
| YTD | +43.5% | +7.9% | +35.7% | +39.8% |
| 1Y | +49.9% | +6.3% | +43.6% | +46.7% |
| 3Y | +84.6% | +46.0% | +38.6% | +59.7% |
| All | +84.6% | +44.1% | +40.5% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling